strategy

Documentation

Index

• type Controller
  • func NewStrategyController(pair string, strategy Strategy, broker service.Broker) *Controller
  • func (s *Controller) OnCandle(candle model.Candle)
  • func (s *Controller) OnPartialCandle(candle model.Candle)
  • func (s *Controller) Start()
• type HighFrequencyStrategy
• type Strategy

Types

type Controller

type Controller struct {
	// contains filtered or unexported fields
}

func NewStrategyController

func NewStrategyController(pair string, strategy Strategy, broker service.Broker) *Controller

func (*Controller) OnCandle

func (s *Controller) OnCandle(candle model.Candle)

func (*Controller) OnPartialCandle

func (s *Controller) OnPartialCandle(candle model.Candle)

func (*Controller) Start

func (s *Controller) Start()

type HighFrequencyStrategy

type HighFrequencyStrategy interface {
	Strategy

	// OnPartialCandle will be executed for each new partial candle, after indicators are filled.
	OnPartialCandle(df *model.Dataframe, broker service.Broker)
}

type Strategy

type Strategy interface {
	// Timeframe is the time interval in which the strategy will be executed. eg: 1h, 1d, 1w
	Timeframe() string
	// WarmupPeriod is the necessary time to wait before executing the strategy, to load data for indicators.
	// This time is measured in the period specified in the `Timeframe` function.
	WarmupPeriod() int
	// Indicators will be executed for each new candle, in order to fill indicators before `OnCandle` function is called.
	Indicators(df *model.Dataframe)
	// OnCandle will be executed for each new candle, after indicators are filled, here you can do your trading logic.
	// OnCandle is executed after the candle close.
	OnCandle(df *model.Dataframe, broker service.Broker)
}